关于汽车赔付次数的一类新分布
A New Class of Claim Frequency Distribution
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摘要: 为了拟合汽车的赔付次数,本文给出了一类新的分布,即GPSJ1分布类.这个三参数的分布类包括的经典赔付次数分布比较多,特别是许多已知的无穷可分分布都属于这一类.在求参数的最大似然估计时此分布也具有很大的优越性,文中对此进行了讨论.本文最后我们以中国一家保险公司的实际赔付数据为例用此分布类对其进行了拟合,拟合效果令人满意.Abstract: A new class of claim frequency distributions, which includes some infinitely divisible distributions, is presented here. In this paper, we use the pseudo compound Poisson distribution and the pseudo count size density which satisfies the SJ’s recursion formulae to derive the new distribution, then we apply it to a actual Chinese data set. Computational techniques for the associated compound total claims distribution in the presence of policy modifications are then derived.